+319.4%
IR vs TMF
-80.3%
+399.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.7% |
| 7D | +2.3% | +2.7% | -0.4% | +2.6% |
| 30D | +3.3% | +19.3% | -16.0% | +5.1% |
| 3M | -9.0% | -3.7% | -5.4% | -9.2% |
| 6M | +8.0% | -11.3% | +19.3% | +6.9% |
| YTD | +3.4% | -16.6% | +20.0% | +1.7% |
| 1Y | +4.5% | -21.1% | +25.6% | +2.2% |
| 3Y | +25.6% | -26.8% | +52.4% | +24.1% |
| 5Y | +43.8% | -88.0% | +131.8% | +3.6% |
| All | +319.4% | -80.3% | +399.7% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling